First find out what each of them do for you, then buy accordingly. If u have low budget, square GND can double up as a ND filter for the moment. To use CPL you might want to learn how to use it properly.
Buy with caution because these filters may just end up collecting dust on your shelf.
IMO the average hobbyist just need a protector filter for lens.
Unless you are seriously into photography, most people are too lazy to change filter.
actuslly i found that getting a CPL early helps you understand what kind of shot you want. since cpls bring out the detail in the sky, reduce reflections and so on, you'll play with it alot more, and then you'll realise whether its sufficient, because otherwise you will never really have an idea what you want to do with your filter lol
Btw guys, he's asking which filters "did you get first" not which should he get first. So at the very least you guys should say which order you got them in!
I'm gonna buy a cpl soon, but the first one I tried was a square Ngrad, and then the ND. Because of the difference in price, I would suggest going for the square ones first, especially for the Ngrad. More flexible options.
Answering literally will turn TS into a copy cat (chances are high). He will run, get the same (maybe after opening another thread about "Which is the best xxx filter?"), start shooting and come back "hey, pictures don't look as what I expect!" .. That's the standard flow we have seen many times here. That's why it is more important to point TS into a different direction: back to the basics and his own personal requirements.
Wow, thanks for all the valuable input! It seems like most people started out with the CPL filter... I will probably start by looking more towards that direction before I actually purchase one. Appreciate all the help!
I shoot landscape mainly. CPL is hardly ever used, because there's not much reason to use it. I only use it when the reflection in the water gets really annoying. Any landscape photographer will be able to tell you that they dont use CPL for the sky (unless you want the half blue effect), esp for UWA. Not to mention they are thick, which will cause vignetting when stack with 1 other filter.
GND is a must, but not the first filter to get. Most of the time HDR and/or photoshop's GND will get what you want. Only in a few cases is a real GND actually needed. Since you are new, I suggest you fall into the HDR hole first then learn to climb out of it. I feel the process matters.
That said, a 9 stop or 10 stop ND should be your first filter for smooth clouds/water.